+12,036.0%
VRTX vs RJF
+22,841.9%
-10,805.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.5% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +12.6% | -1.3% | +13.9% | +13.1% |
| 3M | +23.6% | +18.9% | +4.7% | +15.7% |
| 6M | +14.3% | +15.0% | -0.8% | +8.0% |
| YTD | +20.5% | +12.2% | +8.2% | +14.4% |
| 1Y | +37.6% | +5.6% | +32.0% | +33.2% |
| 3Y | +55.5% | +74.9% | -19.3% | +21.3% |
| 5Y | +175.7% | +106.6% | +69.1% | +95.0% |
| 10Y | +474.2% | +433.1% | +41.1% | +157.7% |
| All | +12,036.0% | +22,841.9% | -10,805.9% | +1,081.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling